+27.0%
UNH vs CEG
-33.0%
+60.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.7% | +7.9% | +0.9% |
| 7D | +0.6% | -4.8% | +5.3% | +0.4% |
| 30D | +8.1% | -8.2% | +16.3% | +7.8% |
| 3M | +1.1% | -7.9% | +9.0% | +0.8% |
| 6M | +11.7% | -23.2% | +35.0% | +11.1% |
| YTD | +26.5% | -30.1% | +56.6% | +25.5% |
| 1Y | +27.0% | -31.9% | +58.9% | +26.0% |
| All | +27.0% | -33.0% | +60.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling